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All sourcesNASA NTRSDOE OSTI
DOE OSTI2018

Compact finite difference relaxation method for chaotic and hyperchaotic initial value systems

In this paper, we present a new application of higher order compact finite differences to solve nonlinear initial value problems exhibiting chaotic behaviour. The method involves dividing the domain of the problem into multiple sub-domains, with each sub-domain integrated using higher order compact finite difference schemes. The nonlinearity is dealt using a Gauss–Seidel-like relaxation. The method is, therefore, referred to as the multi-domain compact finite difference relaxation method (MD-CFDRM). In this new application, the MD-CFDRM is used to solve famous chaotic systems and hyperchaotic systems. The main advantage of the new approach is that it offers better accuracy on coarser grids which significantly improves the computational speed of the method. The results are compared with spectral-based multi-domain method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Highly tunable compact polarization rotator based on silicon on insulator platform

A novel design of an ultra-compact polarization rotator (PR) based on silicon on insulator platform infiltrated with liquid crystal is reported and studied. The anisotropic property of the liquid crystal material leads to a high modal hybridness, which improves the power exchange between the two orthogonal polarized modes. Therefore, tunable and high polarization conversion can be achieved over a short propagation distance. The proposed PR is analyzed by using full-vectorial finite-difference method and full-vectorial finite-difference beam propagation method. At an operating wavelength of 1.55 μm, the PR has a compact device length of 5.4 μm with 14 dB extinction ratio (ER) and 0.15 dB insertion loss. Moreover, the suggested PR offers a relatively broad bandwidth of (1340–1685) nm with an overall ER better than 10 dB. Further, the polarization conversion ratio can be tuned by controlling the rotation angle of the nematic liquid crystal molecules via an external electric field. Furthermore, the fabrication tolerance study shows that the reported PR has high robustness to the fabrication errors.

36 MATERIALS SCIENCE↗
DOE OSTI2018

Sensitivity Analysis of Hydraulic Head to Locations of Model Boundaries

Sensitivity analysis is an important component of many model activities in hydrology. Numerous studies have been conducted in calculating various sensitivities. Most of these sensitivity analysis focus on the sensitivity of state variables (e.g. hydraulic head) to parameters representing medium properties such as hydraulic conductivity or prescribed values such as constant head or flux at boundaries, while few studies address the sensitivity of the state variables to some shape parameters or design parameters that control the model domain. Instead, these shape parameters are typically assumed to be known in the model. In this study, based on the flow equation, we derive the equation (and its associated initial and boundary conditions) for sensitivity of hydraulic head to shape parameters using continuous sensitivity equation (CSE) approach. These sensitivity equations can be solved numerically in general or analytically in some simplified cases. Finally, the approach has been demonstrated through two examples and the results are compared favorably to those from analytical solutions or numerical finite difference methods with perturbed model domains, while numerical shortcomings of the finite difference method are avoided.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2024

A finite difference informed random walker (FDiRW) solver for strongly inhomogeneous diffusion problems

In nature, many complex multi-physics coupling problems exhibit strong diffusivity inhomogeneity. For instance, in the context of radionuclide absorption by porous wasteform materials within a flowing waste stream, the difference of species’ diffusivity in solid and liquid phases spans by 3~8 orders of magnitude. To solve the diffusion equations with strongly inhomogeneous diffusivity, traditional discretization-based methods, such as the Finite Difference Method (FDM), require infinitesimally small time steps (<10 -10 ) as high spatial resolutions are employed in most microstructure evolution processes, leading to prohibitively high computational costs. Here, this work developed an integrated numerical approach (FDiRW: Finite Difference informed Random Walk) to tackle this challenge. The idea is that utilizing the Random Walk concept, the fast diffusion is modeled as a superposition of point source’s solution for a concentration distribution while FDM is used to obtain the point source’s solution at each node. A mesh-coarsening algorithm is developed to generate an exclusive coarse mesh for FDiRW approach to maximize its efficiency. The effectiveness of the coarse mesh-based FDiRW approach is validated by benchmarking Finite Difference solutions. Numerical results demonstrated that FDiRW achieves a remarkable 1000x computational efficiency improvement over FDM while preserving desired accuracy for a medium-sized model of 192 × 192 × 192 grids. Finally, as models scale up, a floating-point operations (PLOPs) analysis of the FDiRW algorithm reveals that its computational complexity grows quadratically in terms of the number of nodes employed in computation.

36 MATERIALS SCIENCE↗
DOE OSTI2023

Acoustic Codes in 2D Spherical Coordinate

Finite-difference methods are widely used to simulate infrasound propagation in the atmosphere. Flexibility of finite-difference scheme allows implementation of highly heterogeneous media for sound propagation as well as complex source models for sound generation. While full 3-D finite-difference methods have been utilized for local infrasound propagation with pronounced topography, 2-D modeling approach has been preferred for regional and global propagation as full 3-D methods generally require enormous computational resources. Infrasound propagation is often simulated with a second-order finite difference scheme. This lowest-order finite-difference scheme is robust and straightforward to implement complex boundary conditions, but the solution includes large error with numerical dispersion and dissipation. This large numerical error may make the second-order finite-difference not optimal for long range infrasound propagation modeling as the numerical dispersion degrades the accuracy of the solution unacceptably. Here, we developed a high-order finite-difference solver for long-range infrasound simulation. The high-order scheme is particularly popular for linear wave modeling in aeroacoustics owing to its low-dispersive and low-dissipative behavior. We develop and evaluate a high-order finite difference scheme in 2-D axisymmetric coordinates. The axisymmetry allows to approximate 3-D spherical sound propagation and amplitude attenuation by a 2-D method. AC2Dr is developed to simulate infrasound propagation in realistic atmosphere, but can be used for linear acoustic waves in general materials with background flow. AC2Dr in an axisymmetric coordinates allows for spherical radiation of acoustic waves from compact sources.

Sjogreen, Bjorn↗
DOE OSTI2023

Finite-difference time-domain methods

The finite-difference time-domain (FDTD) method is a widespread numerical tool for full-wave analysis of electromagnetic fields in complex media and for detailed geometries. Applications of the FDTD method cover a range of time and spatial scales, extending from subatomic to galactic lengths and from classical to quantum physics. Technology areas that benefit from the FDTD method include biomedicine — bioimaging, biophotonics, bioelectronics and biosensors; geophysics — remote sensing, communications, space weather hazards and geolocation; metamaterials — sub-wavelength focusing lenses, electromagnetic cloaks and continuously scanning leaky-wave antennas; optics — diffractive optical elements, photonic bandgap structures, photonic crystal waveguides and ring-resonator devices; plasmonics — plasmonic waveguides and antennas; and quantum applications — quantum devices and quantum radar. This Primer summarizes the main features of the FDTD method, along with key extensions that enable accurate solutions to be obtained for different research questions. Additionally, hardware considerations are discussed, plus examples of how to extract magnitude and phase data, Brillouin diagrams and scattering parameters from the output of an FDTD model. Furthermore, the Primer ends with a discussion of ongoing challenges and opportunities to further enhance the FDTD method for current and future applications.

42 ENGINEERING↗
DOE OSTI2024

A Finite Difference informed Random Walk solver for simulating radiation defect evolution in polycrystalline structures with strongly inhomogeneous diffusivity

Diffusivity of species and defects on grain boundaries is usually several orders of magnitude larger than that inside grains. Such strongly inhomogeneous diffusivity requires prohibitively high computational demands for modeling microstructural evolution. Here, this paper presents a highly-efficient numerical solver, combining the Finite Difference method and Random Walk model, designed for accurately modeling strongly inhomogeneous diffusion within polycrystalline structures. The proposed solver, termed Finite Difference informed Random Walk (FDiRW), integrates a customized Finite Difference (cFD) scheme tailored for fast diffusion along thin grain boundaries represented by a single-layer of nodes. Numerical experiments demonstrate that the FDiRW solver achieves an impressive efficiency gain of 1560x compared to traditional Finite Difference methods while maintaining accuracy, making it feasible for personal computer machines to handle diffusional systems with strongly inhomogeneous diffusivity across static polycrystalline microstructures. The model has been successfully applied to simulate radiation defect evolution, showcasing its scalability to engineering scales in both length and time dimensions.

36 MATERIALS SCIENCE↗
DOE OSTI2022

Deep Learning-Assisted Real-Time Forward Modeling of Electromagnetic Logging in Complex Formations

Higher dimensional (i.e., 2-D and 3-D) modeling is indispensable to correctly evaluate the responses of electromagnetic logging tools in complex formation environments. However, limited by the high computational cost of rigorous modeling such as finite difference method and the finite element method, the real-time applications in the well logging industry primarily rely on the 1-D forward solver, which would result in erroneous formation evaluation for complex scenarios. As a result, aiming at realizing fast modeling for electromagnetic logging tools in complex formations, this paper proposes a general framework assisted by deep neural networks (DNNs). The framework consists of three modules: earth model classification, parameter extraction, and surrogate construction. Separate DNNs are trained and tested for different modules. The accuracy and efficiency of the DNN assisted fast modeling are validated by several experiments. Here, this study finds that the fast modeling assisted by DNNs is able to calculate the tool responses and reconstruct the subsurface formations in real-time.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Solving high-dimensional partial integral differential equations: The finite expression method

Partial integro-differential equations (PIDEs) have broad applications in the sciences, from electro-magnetism to options pricing. Here, in this paper, we introduce a new finite expression method (FEX) to solve PIDEs. This approach builds upon the original FEX and its inherent advantages with new advances: 1) A novel method of parameter grouping is proposed to reduce the number of coefficients in high-dimensional function approximation; 2) A Taylor series approximation method is implemented to significantly improve the computational efficiency and accuracy of the evaluation of the integral terms of PIDEs. The new FEX based method, denoted FEX-PG to indicate the addition of the parameter grouping (PG) step to the algorithm, provides both high accuracy and interpretable numerical solutions, with the outcome being an explicit equation that facilitates intuitive understanding of the underlying solution structures. These features are often absent in traditional methods, such as finite element methods (FEM) and finite difference methods, as well as in deep learning-based approaches. To benchmark our method against recent advances, we apply the new FEX-PG to solve benchmark PIDEs in the literature. In high-dimensional settings, FEX-PG exhibits strong and robust performance, achieving relative errors on the order of single precision machine epsilon, significantly outperforming existing approaches based on neural networks.

Combinatorial optimization↗
DOE OSTI2025

Constrained or unconstrained? Neural-network-based equation discovery from data

Throughout many fields, practitioners often rely on differential equations to model systems. Yet, for many applications, the theoretical derivation of such equations and/or the accurate resolution of their solutions may be intractable. Instead, recently developed methods, including those based on parameter estimation, operator subset selection, and neural networks, allow for the data-driven discovery of both ordinary and partial differential equations (PDEs), on a spectrum of interpretability. The success of these strategies is often contingent upon the correct identification of representative equations from noisy observations of state variables and, as importantly and intertwined with that, the mathematical strategies utilized to enforce those equations. Specifically, the latter has been commonly addressed via unconstrained optimization strategies. Representing the PDE as a neural network, we propose to discover the PDE (or the associated operator) by solving a constrained optimization problem and using an intermediate state representation similar to a physics-informed neural network (PINN). The objective function of this constrained optimization problem promotes matching the data, while the constraints require that the discovered PDE is satisfied at a number of spatial collocation points. We present a penalty method and a widely used trust-region barrier method to solve this constrained optimization problem, and we compare these methods on numerical examples. Our results on several example problems demonstrate that the latter constrained method outperforms the penalty method, particularly for higher noise levels or fewer collocation points. This work motivates further exploration into using sophisticated constrained optimization methods in scientific machine learning, as opposed to their commonly used, penalty-method or unconstrained counterparts. For both of these methods, we solve these discovered neural network PDEs with classical methods, such as finite difference methods, as opposed to PINNs-type methods relying on automatic differentiation. Here, we briefly highlight how simultaneously fitting the data while discovering the PDE improves the robustness to noise and other small, yet crucial, implementation details.

Data-driven discovery↗
DOE OSTI2018

Design and convergence analysis of the conforming virtual element method for polyharmonic problems

In the recent years, there has been a tremendous interest to numerical methods that approximate partial differential equations (PDEs) on computational meshes with arbitrarily-shaped polygonal/polyhedral (polytopal, for short) elements. A nonexhaustive list of such methods include the Mimetic Finite Difference method [4, 9, 21, 24, 28, 33, 35, 62, 64–67], the Polygonal Finite Element Method [68, 73, 74], the polygonal Discontinuous Galerkin Finite Element Methods [5, 7, 8, 10, 13–15, 18, 36, 38, 39, 41, 50], the Hybridizable Discontinuous Galerkin and Hybrid High-Order Methods [46–48, 51], the Gradient Discretization method [49, 53, 54], the Finite Volume Method [52], and the BEM-based FEM [71]. An alternative approach that also proved to be very successful is provided by the Virtual Element method (VEM), which was originally proposed in [19] for the numerical treatment of second-order elliptic problems [43, 44], and readily extended to linear and nonlinear elasticity [22, 25, 56], plate bending problems [37], Cahn-Hilliard equation [3], Stokes equations [2], Laplace-Beltrami equation [55], Darcy-Brinkam equation [76], discrete topology optimization problems [6], fracture networks problems [29], eigenvalue problems [59, 75]. The mixed virtual element formulation was proposed in [20, 34]; the nonconforming Virtual element formulations was proposed for second-order elliptic problems in [16], and later extended to general advection-reaction-diffusion problems, Stokes equation, the biharmonic problems, the iegenvalue problem, and the Schrodinger equation in [11, 30, 42, 45, 58, 80]. The p- and hp-version of the VEM were developed in [26, 27] and efficient multigrid methods for the resulting linear system of equations in [12]. A posteriori error estimates can be found in [40].

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Explicit block encodings of boundary value problems for many-body elliptic operators

Simulation of physical systems is one of the most promising use cases of future digital quantum computers. In this work we systematically analyze the quantum circuit complexities of block encoding the discretized elliptic operators that arise extensively in numerical simulations for partial differential equations, including high-dimensional instances for many-body simulations. When restricted to rectangular domains with separable boundary conditions, we provide explicit circuits to block encode the many-body Laplacian with separable periodic, Dirichlet, Neumann, and Robin boundary conditions, using standard discretization techniques from low-order finite difference methods. To obtain high-precision, we introduce a scheme based on periodic extensions to solve Dirichlet and Neumann boundary value problems using a high-order finite difference method, with only a constant increase in total circuit depth and subnormalization factor. We then present a scheme to implement block encodings of differential operators acting on more arbitrary domains, inspired by Cartesian immersed boundary methods. We then block encode the many-body convective operator, which describes interacting particles experiencing a force generated by a pair-wise potential given as an inverse power law of the interparticle distance. This work provides concrete recipes that are readily translated into quantum circuits, with depth logarithmic in the total Hilbert space dimension, that block encode operators arising broadly in applications involving the quantum simulation of quantum and classical many-body mechanics.

Kharazi, Tyler [University of California, Berkeley↗
DOE OSTI2017

An immersed boundary method for fluid–structure interaction with compressible multiphase flows

This paper presents a two-dimensional immersed boundary method for fluid–structure interaction with compressible multiphase flows involving large structure deformations. This method involves three important parts: flow solver, structure solver and fluid–structure interaction coupling. In the flow solver, the compressible multiphase Navier–Stokes equations for ideal gases are solved by a finite difference method based on a staggered Cartesian mesh, where a fifth-order accuracy Weighted Essentially Non-Oscillation (WENO) scheme is used to handle spatial discretization of the convective term, a fourth-order central difference scheme is employed to discretize the viscous term, the third-order TVD Runge–Kutta scheme is used to discretize the temporal term, and the level-set method is adopted to capture the multi-material interface. In this work, the structure considered is a geometrically non-linear beam which is solved by using a finite element method based on the absolute nodal coordinate formulation (ANCF). The fluid dynamics and the structure motion are coupled in a partitioned iterative manner with a feedback penalty immersed boundary method where the flow dynamics is defined on a fixed Lagrangian grid and the structure dynamics is described on a global coordinate. We perform several validation cases (including fluid over a cylinder, structure dynamics, flow induced vibration of a flexible plate, deformation of a flexible panel induced by shock waves in a shock tube, an inclined flexible plate in a hypersonic flow, and shock-induced collapse of a cylindrical helium cavity in the air), and compare the results with experimental and other numerical data. The present results agree well with the published data and the current experiment. Finally, we further demonstrate the versatility of the present method by applying it to a flexible plate interacting with multiphase flows.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Smoothed boundary method for simulating incompressible flow in complex geometries

Simulating flow through porous media with explicit considerations of complex microstructures is very challenging using conventional sharp-interface methods because of the difficulties in generating meshes conformal to complex geometries. In this work, a diffuse interface embedded boundary method known as the Smoothed Boundary Method (SBM) is utilized to facilitate simulations of fluid dynamics involving complex geometries. In diffuse-interface methods, the geometry is described by a domain parameter. The SBM allows the straightforward reformulation of the time-dependent Navier-Stokes equations in terms of this domain parameter, using only algebraic identities. Thus, enforcing the appropriate boundary conditions at the irregular embedded boundary is greatly simplified. Adaptive mesh refinement is used to increase the accuracy of the diffuse interface method by allowing thinner interfacial thickness to be used in the domain parameter. Here, the SBM-formulated Navier-Stokes equations are solved with the Finite Difference Method on refined mesh systems. Sharp-interface Finite Element Method simulations using the commercial software COMSOL on body-conforming meshes are also provided for comparison. Favorable agreement between the two methods is observed. Since it is no longer necessary for the mesh to conform to the complex geometry, the grid system for the SBM simulations can be generated rapidly and without additional manual interventions, making the entire simulation process more expedient.

36 MATERIALS SCIENCE↗
DOE OSTI2022

A Finite Difference Analysis of the Effect of Graphene Additions on the Electrical Conductivity of Polycrystalline Copper

A finite-difference method was used to explore the effect of graphene on the bulk electrical conductivity of copper-graphene composites. In this capacity, grain orientation information from pure copper and copper-graphene composites were used to generate synthetic 3D microstructures. The electrical conductivity of these microstructures were calculated using the finite difference method assuming different average grain sizes. From these calculations, we demonstrate that when high-conductivity grain boundaries are present within the microstructure arising from the presence of graphene, an increase in the bulk electrical conductivity is observed. On the other hand, the difference in textures between copper and copper-graphene composites may not account for a significant difference in bulk electrical conductivity. In comparison, the copper grain size has a considerably larger effect on electrical conductivity as previously anticipated. This is one of the first demonstrations of a physical basis for enhanced conductivity composites and presents pathways for further investigations on the effects of composite microstructural features, material interfaces and graphene content on electrical performance.

Frazier, William E.↗
DOE OSTI2022

Error analysis of numerical methods for thick diffusive neutron transport problems on Shishkin mesh

A thin layer will develop at the boundary if the incoming angular flux is anisotropic in thick diffusive neutron transport problems. Solving such singularly perturbed problems, which have non-smooth solutions with singularity near the boundary, is computationally challenging. Standard finite difference schemes on a uniform mesh cannot yield ε-uniform convergence, where ε is a small parameter, while it can be achieved on a suitable piecewise-uniform Shishkin mesh. We present a formal error analysis of the diamond difference (DD) method and step difference (SD) method for solving the S{sub N} neutron transport equation. The analysis can be extended to other finite difference methods. Numerical results are presented to confirm the error estimates and the advantages of the Shishkin mesh. (author)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2020

Rupture Dynamics Simulations of Shallow Crustal Earthquakes on Reverse Slip Faults

The main goal of this study was to perform dynamic rupture simulations in order constrain the characterization of kinematic rupture models implemented in techniques for simulating strong ground motion for crustal earthquakes. First, we investigated the rupture process of the 2008 Iwate-Miyagi Nairiku earthquake by developing a dynamic rupture model on a reverse fault using a trial-and-error technique that produced a slip distribution and near-fault ground motion that matched the recorded ones. The simulations were performed in the frequency range 0-2 Hz, using a 3D staggered grid finite-difference method and a linear slip weakening friction law. Constrained by the observed slip distribution and consistent with dynamic rupture models, the derived kinematic rupture model of the Iwate-Miyagi Nairiku earthquake contains areas with relatively large slip rate, representing strong motion generation areas, set against lower amplitude heterogeneous background slip, and a relatively low slip rate in the weak zone of the top-most crust (upper 3km). Second, we performed rupture dynamics modeling to constrain shallow slip characterization in rupture models for strike-slip crustal earthquakes. The objective was to establish general rules about the characterization of slip rate function and slip at shallow depths and in the strong motion generation areas (SMGAs). The simulations of spontaneous rupture were performed in the frequency range 0-2.0Hz, using a 3D staggered-grid finite-difference method and a layer over half-space 1D crustal velocity model with a minimum shear-wave velocity of 2.8 km/s. In order to account for changes in material ductility and reduction of stress drop, observed in the shallow crust (upper 3-5 km), and the transition from ductile state to brittle state in the upper seismogenic zone, in our stress models we included a shallow weak zone (<4km). In this zone the stress drop was set to zero at the free surface and gradually increased with depth, while the slip weakening distance was set to 75 cm at the free surface and decreased to 50 cm at the base of the weak zone. As in the case of reverse faulting during the Iwate-Miyagi Nairiku earthquake, from these computations we found a systematic change in the shape of the slip-rate function, from Kostrov-type in the deeper part of the fault to a more symmetric cosine-type in the upper few kilometers, near the free-surface. Moreover, the average slip duration in the weak zone, with respect to slip duration in the deeper parts of the fault, increases by at most a factor of 1.5. We found a systematic and gradual change in the shape of the slip-rate function from Kostrov-type in the asperity areas (SMGAs), to more symmetric cosine-type in the upper few km near the free-surface, on the long period motion generation area (LMGA). The effective rise time in the LMGA, with respect to that in the SMGAs, increases by at most a factor of 2. Effective rise time is the time difference between the time at which the slip rate drops to a level that is equal to 25% of its peak and the onset time of the signal. In addition, the slip in the LMGA located above the SMGAs is almost the same as the one in the SMGAs, and about 1.5 times larger than the average slip.

58 GEOSCIENCES↗
DOE OSTI2017

An energy-conserving method for stochastic Maxwell equations with multiplicative noise

In this paper, it is shown that three-dimensional stochastic Maxwell equations with multiplicative noise are stochastic Hamiltonian partial differential equations possessing a geometric structure (i.e. stochastic multi-symplectic conservation law), and the energy of system is a conservative quantity almost surely. We propose a stochastic multi-symplectic energy-conserving method for the equations by using the wavelet collocation method in space and stochastic symplectic method in time. Numerical experiments are performed to verify the excellent abilities of the proposed method in providing accurate solution and preserving energy. The mean square convergence result of the method in temporal direction is tested numerically, and numerical comparisons with finite difference method are also investigated.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗